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ETNA - Electronic Transactions on Numerical Analysis
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Verlag der Österreichischen Akademie der Wissenschaften Austrian Academy of Sciences Press
A-1011 Wien, Dr. Ignaz Seipel-Platz 2
Tel. +43-1-515 81/DW 3420, Fax +43-1-515 81/DW 3400 https://verlag.oeaw.ac.at, e-mail: verlag@oeaw.ac.at |
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DATUM, UNTERSCHRIFT / DATE, SIGNATURE
BANK AUSTRIA CREDITANSTALT, WIEN (IBAN AT04 1100 0006 2280 0100, BIC BKAUATWW), DEUTSCHE BANK MÜNCHEN (IBAN DE16 7007 0024 0238 8270 00, BIC DEUTDEDBMUC)
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ETNA - Electronic Transactions on Numerical Analysis, pp. 164-181, 2019/01/16
In this paper we give a numerical method for the construction of an optimal set of quadrature rules in the sense of Borges [Numer. Math., 67 (1994), pp. 271–288] for definite integrals with the same integrand and interval of integration but with different weight functions related to an arbitrary multi-index. We present a numerical method for the construction of an optimal set of quadrature rules in the sense of Borges for four weight functions and explain how to perform an analogous construction for an arbitrary number of weight functions.
Keywords: multi-index, optimal set of quadrature rules, multiple orthogonal polynomials